+3,116.5%
MAR vs STRL
+25,182.0%
-22,065.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | +4.3% | -26.9% | +31.2% | +7.0% |
| 30D | +16.8% | -52.7% | +69.5% | +24.7% |
| 3M | +16.0% | -52.8% | +68.9% | +23.6% |
| 6M | +16.5% | -71.5% | +87.9% | +28.7% |
| YTD | +35.0% | -17.4% | +52.5% | +32.1% |
| 1Y | +49.4% | -35.0% | +84.3% | +49.1% |
| 3Y | +124.1% | +239.2% | -115.2% | +85.2% |
| 5Y | +159.2% | +830.2% | -671.0% | +93.3% |
| 10Y | +553.9% | +3,574.7% | -3,020.8% | +325.9% |
| All | +3,116.5% | +25,182.0% | -22,065.5% | +2,093.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling